Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- 201 SUB-COHORT 12X4215 1215201 09/30/2026 01992 7.490001600 93,933,000.0000 5,862,986.00 07/31/2010 12X4215 1215201 09/30/2027 01992 7.490001600 28,500,000.0000 1,778,875.38 07/31/2010 12X4215 1215201 09/30/2032 01992 7.490001600 13,300,000.0000 830,141.84 07/31/2010 12X4215 1215201 09/30/2034 01992 7.490001600 13,500,000.0000 842,625.18 07/31/2010 12X4215 1215201 09/30/2038 01992 7.490001600 8,613,000.0000 537,594.86 07/31/2010 12X4215 1215201 09/30/2039 01992 7.490001600 4,677,000.0000 291,922.81 07/31/2010 12X4215 1215201 09/30/2040 01992 7.490001600 27,400,000.0000 1,710,217.03 07/31/2010 12X4215 1215201 09/30/2042 01992 7.490001600 36,500,000.0000 2,278,208.82 07/31/2010 12X4215 1215201 09/30/2043 01992 7.490001600 45,152,000.0000 2,818,237.94 07/31/2010 12X4215 1215201 09/30/2026 01993 6.670000800 38,818,600.0000 2,157,667.44 07/31/2010 12X4215 1215201 09/30/2027 01993 6.670000800 163,700,000.0000 9,098,992.76 07/31/2010 12X4215 1215201 09/30/2038 01993 6.670000800 9,728,900.0000 540,764.76 07/31/2010 12X4215 1215201 09/30/2040 01993 6.670000800 30,000,000.0000 1,667,500.20 07/31/2010 12X4215 1215201 09/30/2042 01993 6.670000800 25,200,000.0000 1,400,700.17 07/31/2010 12X4215 1215201 09/30/2043 01993 6.670000800 60,842,000.0000 3,381,801.57 07/31/2010 12X4215 1215201 09/30/2027 01994 6.869998800 147,292,000.0000 8,432,465.53 07/31/2010 12X4215 1215201 09/30/2028 01994 6.869998800 243,300,000.0000 13,928,922.57 07/31/2010 12X4215 1215201 09/30/2037 01994 6.869998800 11,000,000.0000 629,749.89 07/31/2010 12X4215 1215201 09/30/2038 01994 6.869998800 10,900,000.0000 624,024.89 07/31/2010 12X4215 1215201 09/30/2040 01994 6.869998800 45,000,000.0000 2,576,249.55 07/31/2010 12X4215 1215201 09/30/2042 01994 6.869998800 10,450,000.0000 598,262.40 07/31/2010 12X4215 1215201 09/30/2028 01995 7.329999600 228,518,500.0000 13,958,670.95 07/31/2010 12X4215 1215201 09/30/2038 01995 7.329999600 4,311,000.0000 263,330.24 07/31/2010 12X4215 1215201 09/30/2039 01995 7.329999600 5,000.0000 305.42 07/31/2010 12X4215 1215201 09/30/2040 01995 7.329999600 27,000,000.0000 1,649,249.91 07/31/2010 12X4215 1215201 09/30/2042 01995 7.329999600 4,650,000.0000 284,037.48 07/31/2010 12X4215 1215201 09/30/2043 01995 7.329999600 20,390,000.0000 1,245,489.10 07/31/2010 12X4215 1215201 09/30/2029 01996 6.789999600 180,372,000.0000 10,206,048.40 07/31/2010 12X4215 1215201 09/30/2030 01996 6.789999600 100,000,000.0000 5,658,333.00 07/31/2010 12X4215 1215201 09/30/2037 01996 6.789999600 4,100,000.0000 231,991.65 07/31/2010 12X4215 1215201 09/30/2038 01996 6.789999600 14,424,700.0000 816,197.56 07/31/2010 12X4215 1215201 09/30/2040 01996 6.789999600 28,400,000.0000 1,606,966.57 07/31/2010 12X4215 1215201 09/30/2042 01996 6.789999600 2,000,000.0000 113,166.66 07/31/2010 12X4215 1215201 09/30/2030 01997 6.660000000 47,488,700.0000 2,635,622.85 07/31/2010 12X4215 1215201 09/30/2031 01997 6.660000000 138,200,000.0000 7,670,100.00 07/31/2010 12X4215 1215201 09/30/2032 01997 6.660000000 5,500,000.0000 305,250.00 07/31/2010 12X4215 1215201 09/30/2037 01997 6.660000000 4,200,000.0000 233,100.00 07/31/2010 12X4215 1215201 09/30/2038 01997 6.660000000 6,367,000.0000 353,368.50 07/31/2010 12X4215 1215201 09/30/2040 01997 6.660000000 20,300,000.0000 1,126,650.00 07/31/2010 12X4215 1215201 09/30/2041 01997 6.660000000 51,000.0000 2,830.50 07/31/2010 12X4215 1215201 09/30/2042 01997 6.660000000 12,150,000.0000 674,325.00 07/31/2010 12X4215 1215201 09/30/2031 01998 5.940000000 111,857,700.0000 5,536,956.15 07/31/2010 12X4215 1215201 09/30/2032 01998 5.940000000 172,100,000.0000 8,518,950.00 07/31/2010 12X4215 1215201 09/30/2033 01998 5.940000000 7,200,000.0000 356,400.00 07/31/2010 12X4215 1215201 09/30/2037 01998 5.940000000 20,500,000.0000 1,014,750.00 07/31/2010 12X4215 1215201 09/30/2038 01998 5.940000000 9,722,000.0000 481,239.00 07/31/2010 12X4215 1215201 09/30/2040 01998 5.940000000 27,400,000.0000 1,356,300.00 07/31/2010 12X4215 1215201 09/30/2042 01998 5.940000000 40,200,000.0000 1,989,900.00 07/31/2010 12X4215 1215201 09/30/2032 01999 5.950000800 99,447,300.0000 4,930,929.29 07/31/2010 12X4215 1215201 09/30/2033 01999 5.950000800 199,000,000.0000 9,867,084.66 07/31/2010 12X4215 1215201 09/30/2034 01999 5.950000800 9,000,000.0000 446,250.06 07/31/2010 12X4215 1215201 09/30/2037 01999 5.950000800 24,200,000.0000 1,199,916.83 07/31/2010 12X4215 1215201 09/30/2038 01999 5.950000800 10,483,500.0000 519,806.94 07/31/2010 12X4215 1215201 09/30/2040 01999 5.950000800 27,800,000.0000 1,378,416.85 07/31/2010 12X4215 1215201 09/30/2042 01999 5.950000800 42,850,000.0000 2,124,646.12 07/31/2010 12X4215 1215201 09/30/2033 02000 6.210000000 153,928,100.0000 7,965,779.18 07/31/2010 12X4215 1215201 09/30/2034 02000 6.210000000 236,600,000.0000 12,244,050.00 07/31/2010 12X4215 1215201 09/30/2035 02000 6.210000000 15,000,000.0000 776,250.00 07/31/2010 12X4215 1215201 09/30/2037 02000 6.210000000 3,000,000.0000 155,250.00 07/31/2010 12X4215 1215201 09/30/2038 02000 6.210000000 8,800,500.0000 455,425.88 07/31/2010 12X4215 1215201 09/30/2040 02000 6.210000000 35,700,000.0000 1,847,475.00 07/31/2010 12X4215 1215201 09/30/2042 02000 6.210000000 76,050,000.0000 3,935,587.50 07/31/2010 12X4215 1215201 09/30/2034 02001 5.259999600 209,970,600.0000 9,203,710.60 07/31/2010 12X4215 1215201 09/30/2035 02001 5.259999600 236,000,000.0000 10,344,665.88 07/31/2010 12X4215 1215201 09/30/2036 02001 5.259999600 10,000,000.0000 438,333.30 07/31/2010 12X4215 1215201 09/30/2037 02001 5.259999600 13,200,000.0000 578,599.96 07/31/2010 12X4215 1215201 09/30/2038 02001 5.259999600 8,686,000.0000 380,736.30 07/31/2010 12X4215 1215201 09/30/2040 02001 5.259999600 37,800,000.0000 1,656,899.87 07/31/2010 12X4215 1215201 09/30/2042 02001 5.259999600 55,400,000.0000 2,428,366.48 07/31/2010 12X4215 1215201 09/30/2035 02002 4.790001600 235,709,600.0000 9,408,744.68 07/31/2010 12X4215 1215201 09/30/2036 02002 4.790001600 233,000,000.0000 9,300,586.44 07/31/2010 12X4215 1215201 09/30/2037 02002 4.790001600 52,000,000.0000 2,075,667.36 07/31/2010 12X4215 1215201 09/30/2038 02002 4.790001600 46,350,100.0000 1,850,142.11 07/31/2010 12X4215 1215201 09/30/2039 02002 4.790001600 4,000.0000 159.67 07/31/2010 12X4215 1215201 09/30/2040 02002 4.790001600 36,200,000.0000 1,444,983.82 07/31/2010 12X4215 1215201 09/30/2042 02002 4.790001600 30,370,000.0000 1,212,269.57 07/31/2010 12X4215 1215201 09/30/2036 02003 4.389998400 257,723,100.0000 9,428,366.64 07/31/2010 12X4215 1215201 09/30/2037 02003 4.389998400 271,000,000.0000 9,914,079.72 07/31/2010 12X4215 1215201 09/30/2038 02003 4.389998400 115,557,000.0000 4,227,458.71 07/31/2010 12X4215 1215201 09/30/2039 02003 4.389998400 10,675,000.0000 390,526.94 07/31/2010 12X4215 1215201 09/30/2040 02003 4.389998400 25,831,000.0000 944,983.74 07/31/2010 12X4215 1215201 09/30/2041 02003 4.389998400 6,000,000.0000 219,499.92 07/31/2010 12X4215 1215201 09/30/2042 02003 4.389998400 19,900,000.0000 728,008.07 07/31/2010 12X4215 1215201 09/30/2043 02003 4.389998400 7,000.0000 256.08 07/31/2010 12X4215 1215201 09/30/2037 02004 4.590000000 477,372,200.0000 18,259,486.65 07/31/2010 12X4215 1215201 09/30/2038 02004 4.590000000 330,310,000.0000 12,634,357.50 07/31/2010 12X4215 1215201 09/30/2039 02004 4.590000000 17,413,000.0000 666,047.25 07/31/2010 12X4215 1215201 09/30/2040 02004 4.590000000 50,009,000.0000 1,912,844.25 07/31/2010 12X4215 1215201 09/30/2041 02004 4.590000000 3,753,000.0000 143,552.25 07/31/2010 12X4215 1215201 09/30/2042 02004 4.590000000 114,750,000.0000 4,389,187.50 07/31/2010 12X4215 1215201 09/30/2038 02005 4.529998800 579,314,100.0000 21,869,101.48 07/31/2010 12X4215 1215201 09/30/2039 02005 4.529998800 278,957,000.0000 10,530,623.96 07/31/2010 12X4215 1215201 09/30/2040 02005 4.529998800 57,158,000.0000 2,157,713.93 07/31/2010 12X4215 1215201 09/30/2041 02005 4.529998800 3,802,000.0000 143,525.46 07/31/2010 12X4215 1215201 09/30/2042 02005 4.529998800 8,145,000.0000 307,473.67 07/31/2010 12X4215 1215201 09/30/2039 02006 4.860000000 751,445,000.0000 30,433,522.50 07/31/2010 12X4215 1215201 09/30/2040 02006 4.860000000 229,682,000.0000 9,302,121.00 07/31/2010 12X4215 1215201 09/30/2041 02006 4.860000000 13,170,000.0000 533,385.00 07/31/2010 12X4215 1215201 09/30/2042 02006 4.860000000 47,654,900.0000 1,930,023.45 07/31/2010 12X4215 1215201 09/30/2043 02006 4.860000000 96,000.0000 3,888.00 07/31/2010 12X4215 1215201 09/30/2040 02007 4.749998400 899,368,000.0000 35,599,971.34 07/31/2010 12X4215 1215201 09/30/2041 02007 4.749998400 166,241,000.0000 6,580,370.70 07/31/2010 12X4215 1215201 09/30/2042 02007 4.749998400 47,218,000.0000 1,869,045.20 07/31/2010 12X4215 1215201 09/30/2043 02007 4.749998400 487,000.0000 19,277.08 07/31/2010 12X4215 1215201 09/30/2041 02008 4.119998400 865,356,000.0000 29,710,544.46 07/31/2010 12X4215 1215201 09/30/2042 02008 4.119998400 201,621,197.0000 6,922,325.08 07/31/2010 12X4215 1215201 09/30/2043 02008 4.119998400 9,360,000.0000 321,359.88 07/31/2010 12X4215 1215201 09/30/2042 02009 3.740000400 1,114,465,818.0000 34,734,188.38 07/31/2010 12X4215 1215201 09/30/2043 02009 3.740000400 242,043,000.0000 7,543,674.31 07/31/2010 12X4215 1215201 09/30/2043 02010 3.740000400 1,266,254,000.0000 39,464,920.55 07/31/2010 ------------------------ ---------------------- 12,933,902,115.0000 532,283,885.53 202 SUB-COHORT 12X4215 1215202 09/30/2021 01992 7.490001600 635,726.0000 39,679.91 07/31/2010 12X4215 1215202 09/30/2022 01992 7.490001600 20,000.0000 1,248.33 07/31/2010 12X4215 1215202 09/30/2027 01992 7.490001600 76,700.0000 4,787.36 07/31/2010 12X4215 1215202 09/30/2029 01992 7.490001600 3,000.0000 187.25 07/31/2010 12X4215 1215202 09/30/2021 01993 6.670000800 431,000.0000 23,956.42 07/31/2010 12X4215 1215202 09/30/2026 01993 6.670000800 18,000.0000 1,000.50 07/31/2010 12X4215 1215202 09/30/2027 01993 6.670000800 72,900.0000 4,052.03 07/31/2010 12X4215 1215202 09/30/2029 01993 6.670000800 110,000.0000 6,114.17 07/31/2010 12X4215 1215202 09/30/2015 01994 6.819998400 450,000.0000 25,574.99 07/31/2010 12X4215 1215202 09/30/2019 01994 6.819998400 1,545,000.0000 87,807.48 07/31/2010 12X4215 1215202 09/30/2026 01994 6.819998400 303,000.0000 17,220.50 07/31/2010 12X4215 1215202 09/30/2029 01994 6.819998400 1,450,000.0000 82,408.31 07/31/2010 12X4215 1215202 09/30/2019 01995 7.189999200 1,254,800.0000 75,183.42 07/31/2010 12X4215 1215202 09/30/2026 01995 7.189999200 475,000.0000 28,460.41 07/31/2010 12X4215 1215202 09/30/2027 01995 7.189999200 300,000.0000 17,975.00 07/31/2010 12X4215 1215202 09/30/2029 01995 7.189999200 1,550,000.0000 92,870.82 07/31/2010 12X4215 1215202 09/30/2030 01995 7.189999200 244,000.0000 14,619.67 07/31/2010 12X4215 1215202 09/30/2019 01996 6.649999200 94,000.0000 5,209.17 07/31/2010 12X4215 1215202 09/30/2020 01996 6.649999200 3,020,000.0000 167,358.31 07/31/2010 12X4215 1215202 09/30/2026 01996 6.649999200 1,125,000.0000 62,343.74 07/31/2010 12X4215 1215202 09/30/2029 01996 6.649999200 2,500,000.0000 138,541.65 07/31/2010 12X4215 1215202 09/30/2018 01997 6.670000800 971,400.0000 53,993.66 07/31/2010 12X4215 1215202 09/30/2019 01997 6.670000800 1,844,000.0000 102,495.68 07/31/2010 12X4215 1215202 09/30/2026 01997 6.670000800 1,397,000.0000 77,649.93 07/31/2010 12X4215 1215202 09/30/2027 01997 6.670000800 300,000.0000 16,675.00 07/31/2010 12X4215 1215202 09/30/2029 01997 6.670000800 2,450,000.0000 136,179.18 07/31/2010 12X4215 1215202 09/30/2018 01998 5.829998400 276,000.0000 13,409.00 07/31/2010 12X4215 1215202 09/30/2019 01998 5.829998400 3,711,000.0000 180,292.70 07/31/2010 12X4215 1215202 09/30/2026 01998 5.829998400 2,123,000.0000 103,142.39 07/31/2010 12X4215 1215202 09/30/2029 01998 5.829998400 1,350,000.0000 65,587.48 07/31/2010 12X4215 1215202 09/30/2019 01999 5.789998800 4,136,000.0000 199,561.96 07/31/2010 12X4215 1215202 09/30/2025 01999 5.789998800 60,000.0000 2,895.00 07/31/2010 12X4215 1215202 09/30/2026 01999 5.789998800 2,273,000.0000 109,672.23 07/31/2010 12X4215 1215202 09/30/2027 01999 5.789998800 7,000.0000 337.75 07/31/2010 12X4215 1215202 09/30/2029 01999 5.789998800 1,350,000.0000 65,137.49 07/31/2010 12X4215 1215202 09/30/2020 02000 6.239998800 2,431,000.0000 126,411.98 07/31/2010 12X4215 1215202 09/30/2021 02000 6.239998800 2,100,000.0000 109,199.98 07/31/2010 12X4215 1215202 09/30/2026 02000 6.239998800 2,974,000.0000 154,647.97 07/31/2010 12X4215 1215202 09/30/2027 02000 6.239998800 300,000.0000 15,600.00 07/31/2010 12X4215 1215202 09/30/2029 02000 6.239998800 1,400,000.0000 72,799.99 07/31/2010 12X4215 1215202 09/30/2021 02001 5.169999600 3,920,800.0000 168,921.12 07/31/2010 12X4215 1215202 09/30/2022 02001 5.169999600 3,000,000.0000 129,249.99 07/31/2010 12X4215 1215202 09/30/2024 02001 5.169999600 920,000.0000 39,636.66 07/31/2010 12X4215 1215202 09/30/2025 02001 5.169999600 21,400.0000 921.98 07/31/2010 12X4215 1215202 09/30/2026 02001 5.169999600 1,580,000.0000 68,071.66 07/31/2010 12X4215 1215202 09/30/2027 02001 5.169999600 400,000.0000 17,233.33 07/31/2010 12X4215 1215202 09/30/2029 02001 5.169999600 1,650,000.0000 71,087.49 07/31/2010 12X4215 1215202 09/30/2022 02002 4.659998400 4,891,000.0000 189,933.77 07/31/2010 12X4215 1215202 09/30/2023 02002 4.659998400 4,000,000.0000 155,333.28 07/31/2010 12X4215 1215202 09/30/2024 02002 4.659998400 1,862,000.0000 72,307.64 07/31/2010 12X4215 1215202 09/30/2025 02002 4.659998400 5,900.0000 229.12 07/31/2010 12X4215 1215202 09/30/2026 02002 4.659998400 1,697,400.0000 65,915.68 07/31/2010 12X4215 1215202 09/30/2027 02002 4.659998400 500,000.0000 19,416.66 07/31/2010 12X4215 1215202 09/30/2029 02002 4.659998400 2,400,000.0000 93,199.97 07/31/2010 12X4215 1215202 09/30/2023 02003 3.970000800 6,236,000.0000 206,307.71 07/31/2010 12X4215 1215202 09/30/2024 02003 3.970000800 6,500,000.0000 215,041.71 07/31/2010 12X4215 1215202 09/30/2025 02003 3.970000800 670,000.0000 22,165.84 07/31/2010 12X4215 1215202 09/30/2026 02003 3.970000800 703,000.0000 23,257.59 07/31/2010 12X4215 1215202 09/30/2027 02003 3.970000800 500,000.0000 16,541.67 07/31/2010 12X4215 1215202 09/30/2029 02003 3.970000800 2,400,000.0000 79,400.02 07/31/2010 12X4215 1215202 09/30/2024 02004 4.309999200 10,861,000.0000 390,090.84 07/31/2010 12X4215 1215202 09/30/2025 02004 4.309999200 3,560,000.0000 127,863.31 07/31/2010 12X4215 1215202 09/30/2026 02004 4.309999200 1,006,000.0000 36,132.16 07/31/2010 12X4215 1215202 09/30/2027 02004 4.309999200 500,000.0000 17,958.33 07/31/2010 12X4215 1215202 09/30/2029 02004 4.309999200 3,250,000.0000 116,729.15 07/31/2010 12X4215 1215202 09/30/2025 02005 4.330000800 13,583,900.0000 490,152.48 07/31/2010 12X4215 1215202 09/30/2026 02005 4.330000800 4,005,000.0000 144,513.78 07/31/2010 12X4215 1215202 09/30/2027 02005 4.330000800 773,000.0000 27,892.42 07/31/2010 12X4215 1215202 09/30/2028 02005 4.330000800 15,000.0000 541.25 07/31/2010 12X4215 1215202 09/30/2029 02005 4.330000800 3,550,000.0000 128,095.86 07/31/2010 12X4215 1215202 09/30/2026 02006 4.839998400 14,630,400.0000 590,092.60 07/31/2010 12X4215 1215202 09/30/2027 02006 4.839998400 3,101,000.0000 125,073.63 07/31/2010 12X4215 1215202 09/30/2029 02006 4.839998400 6,275,000.0000 253,091.58 07/31/2010 12X4215 1215202 09/30/2027 02007 4.719999600 14,603,000.0000 574,384.62 07/31/2010 12X4215 1215202 09/30/2028 02007 4.719999600 1,078,000.0000 42,401.33 07/31/2010 12X4215 1215202 09/30/2029 02007 4.719999600 11,439,000.0000 449,933.96 07/31/2010 12X4215 1215202 09/30/2030 02007 4.719999600 20,000.0000 786.67 07/31/2010 12X4215 1215202 09/30/2028 02008 4.110001200 14,765,000.0000 505,701.40 07/31/2010 12X4215 1215202 09/30/2029 02008 4.110001200 6,108,442.0000 209,214.20 07/31/2010 12X4215 1215202 09/30/2030 02008 4.110001200 6,000.0000 205.50 07/31/2010 12X4215 1215202 09/30/2029 02009 4.110001200 16,999,000.0000 582,215.92 07/31/2010 12X4215 1215202 09/30/2030 02009 4.110001200 3,693,000.0000 126,485.29 07/31/2010 12X4215 1215202 09/30/2030 02010 4.110001200 12,735,000.0000 436,173.88 07/31/2010 ------------------------ ---------------------- 237,545,768.0000 9,532,191.86 203 SUB-COHORT 12X4215 1215203 09/30/2039 01992 7.580001600 13,380,000.0000 845,170.18 07/31/2010 12X4215 1215203 09/30/2040 01992 7.580001600 2,100,000.0000 132,650.03 07/31/2010 12X4215 1215203 09/30/2042 01992 7.580001600 36,800,000.0000 2,324,533.82 07/31/2010 12X4215 1215203 09/30/2026 01993 6.649999200 4,877,000.0000 270,267.05 07/31/2010 12X4215 1215203 09/30/2027 01993 6.649999200 2,300,000.0000 127,458.32 07/31/2010 12X4215 1215203 09/30/2039 01993 6.649999200 6,327,000.0000 350,621.21 07/31/2010 12X4215 1215203 09/30/2040 01993 6.649999200 1,700,000.0000 94,208.32 07/31/2010 12X4215 1215203 09/30/2042 01993 6.649999200 32,758,000.0000 1,815,338.95 07/31/2010 12X4215 1215203 09/30/2043 01993 6.649999200 220,000.0000 12,191.67 07/31/2010 12X4215 1215203 09/30/2027 01994 6.789999600 4,731,000.0000 267,695.73 07/31/2010 12X4215 1215203 09/30/2032 01994 6.789999600 1,013,000.0000 57,318.91 07/31/2010 12X4215 1215203 09/30/2040 01994 6.789999600 1,100,000.0000 62,241.66 07/31/2010 12X4215 1215203 09/30/2042 01994 6.789999600 30,100,000.0000 1,703,158.23 07/31/2010 12X4215 1215203 09/30/2043 01994 6.789999600 198,000.0000 11,203.50 07/31/2010 12X4215 1215203 09/30/2042 01997 6.689998800 8,100,000.0000 451,574.92 07/31/2010 12X4215 1215203 09/30/2043 01997 6.689998800 10,928,000.0000 609,235.89 07/31/2010 12X4215 1215203 09/30/2031 01998 5.979999600 4,440,000.0000 221,259.99 07/31/2010 12X4215 1215203 09/30/2032 01998 5.979999600 963,000.0000 47,989.50 07/31/2010 12X4215 1215203 09/30/2038 01998 5.979999600 2,700.0000 134.55 07/31/2010 12X4215 1215203 09/30/2042 01998 5.979999600 4,050,000.0000 201,824.99 07/31/2010 12X4215 1215203 09/30/2043 01998 5.979999600 6,000.0000 299.00 07/31/2010 12X4215 1215203 09/30/2032 01999 5.810000400 2,613,000.0000 126,512.76 07/31/2010 12X4215 1215203 09/30/2042 01999 5.810000400 5,000,000.0000 242,083.35 07/31/2010 12X4215 1215203 09/30/2043 01999 5.810000400 674,000.0000 32,632.84 07/31/2010 12X4215 1215203 09/30/2033 02000 6.350000400 2,706,000.0000 143,192.51 07/31/2010 12X4215 1215203 09/30/2042 02000 6.350000400 627,000.0000 33,178.75 07/31/2010 12X4215 1215203 09/30/2043 02000 5.119999200 118,000.0000 5,034.67 07/31/2010 12X4215 1215203 09/30/2034 02001 5.119999200 555,000.0000 23,680.00 07/31/2010 12X4215 1215203 09/30/2042 02001 5.119999200 600,000.0000 25,600.00 07/31/2010 12X4215 1215203 09/30/2035 02002 4.340001600 511,000.0000 18,481.17 07/31/2010 12X4215 1215203 09/30/2042 02002 4.340001600 262,000.0000 9,475.67 07/31/2010 12X4215 1215203 09/30/2036 02003 4.100000400 457,000.0000 15,614.17 07/31/2010 12X4215 1215203 09/30/2042 02003 4.100000400 105,000.0000 3,587.50 07/31/2010 12X4215 1215203 09/30/2037 02004 3.949999200 369,000.0000 12,146.25 07/31/2010 12X4215 1215203 09/30/2042 02004 3.949999200 72,000.0000 2,370.00 07/31/2010 12X4215 1215203 09/30/2038 02005 4.200001200 602,000.0000 21,070.01 07/31/2010 12X4215 1215203 09/30/2042 02005 4.200001200 220,000.0000 7,700.00 07/31/2010 12X4215 1215203 09/30/2039 02006 4.839998400 418,000.0000 16,859.33 07/31/2010 12X4215 1215203 09/30/2042 02006 4.839998400 55,000.0000 2,218.33 07/31/2010 12X4215 1215203 09/30/2040 02007 4.880001600 158,000.0000 6,425.34 07/31/2010 12X4215 1215203 09/30/2042 02007 4.880001600 37,000.0000 1,504.67 07/31/2010 12X4215 1215203 09/30/2041 02008 3.489998400 401,000.0000 11,662.41 07/31/2010 12X4215 1215203 09/30/2042 02008 3.489998400 42,000.0000 1,221.50 07/31/2010 12X4215 1215203 09/30/2042 02009 3.489998400 983,000.0000 28,588.90 07/31/2010 12X4215 1215203 09/30/2043 02009 3.489998400 79,000.0000 2,297.58 07/31/2010 12X4215 1215203 09/30/2043 02010 3.489998400 687,000.0000 19,980.24 07/31/2010 ------------------------ ---------------------- 184,444,700.0000 10,419,494.37 206 SUB-COHORT 12X4215 1215206 09/30/2026 01992 6.919999200 246,000.0000 14,186.00 07/31/2010 12X4215 1215206 09/30/2027 01992 6.919999200 1,248,000.0000 71,967.99 07/31/2010 12X4215 1215206 09/30/2028 01992 6.919999200 1,000,000.0000 57,666.66 07/31/2010 12X4215 1215206 09/30/2029 01992 6.919999200 1,800,000.0000 103,799.99 07/31/2010 12X4215 1215206 09/30/2035 01992 6.919999200 1,600,000.0000 92,266.66 07/31/2010 12X4215 1215206 09/30/2037 01992 6.919999200 39,000.0000 2,249.00 07/31/2010 12X4215 1215206 09/30/2038 01992 6.919999200 360,000.0000 20,760.00 07/31/2010 12X4215 1215206 09/30/2042 01992 6.919999200 781,000.0000 45,037.66 07/31/2010 12X4215 1215206 09/30/2028 01993 7.049998800 2,378,000.0000 139,707.48 07/31/2010 12X4215 1215206 09/30/2029 01993 7.049998800 1,993,000.0000 117,088.73 07/31/2010 12X4215 1215206 09/30/2030 01993 7.049998800 1,300,000.0000 76,374.99 07/31/2010 12X4215 1215206 09/30/2038 01993 7.049998800 488,000.0000 28,670.00 07/31/2010 12X4215 1215206 09/30/2042 01993 7.049998800 1,300,000.0000 76,374.99 07/31/2010 12X4215 1215206 09/30/2032 01994 6.990001200 139,200.0000 8,108.40 07/31/2010 12X4215 1215206 09/30/2033 01994 6.990001200 220,000.0000 12,815.00 07/31/2010 12X4215 1215206 09/30/2034 01994 6.990001200 400,000.0000 23,300.00 07/31/2010 12X4215 1215206 09/30/2038 01994 6.990001200 293,000.0000 17,067.25 07/31/2010 12X4215 1215206 09/30/2043 01994 6.990001200 5,266,000.0000 306,744.55 07/31/2010 12X4215 1215206 09/30/2029 01995 6.950001600 1,548,000.0000 89,655.02 07/31/2010 12X4215 1215206 09/30/2030 01995 6.950001600 2,000,000.0000 115,833.36 07/31/2010 12X4215 1215206 09/30/2033 01995 6.950001600 1,200,000.0000 69,500.02 07/31/2010 12X4215 1215206 09/30/2035 01995 6.950001600 310,000.0000 17,954.17 07/31/2010 12X4215 1215206 09/30/2038 01995 6.950001600 195,000.0000 11,293.75 07/31/2010 12X4215 1215206 09/30/2042 01995 6.950001600 1,600,000.0000 92,666.69 07/31/2010 12X4215 1215206 09/30/2030 01996 6.419998800 2,487,000.0000 133,054.48 07/31/2010 12X4215 1215206 09/30/2031 01996 6.419998800 1,375,000.0000 73,562.49 07/31/2010 12X4215 1215206 09/30/2032 01996 6.419998800 2,000,000.0000 106,999.98 07/31/2010 12X4215 1215206 09/30/2034 01996 6.419998800 50,000.0000 2,675.00 07/31/2010 12X4215 1215206 09/30/2035 01996 6.419998800 400,000.0000 21,400.00 07/31/2010 12X4215 1215206 09/30/2038 01996 6.419998800 437,000.0000 23,379.50 07/31/2010 12X4215 1215206 09/30/2042 01996 6.419998800 2,550,000.0000 136,424.97 07/31/2010 12X4215 1215206 09/30/2030 01997 6.040000800 1,134,800.0000 57,118.27 07/31/2010 12X4215 1215206 09/30/2031 01997 6.040000800 3,000,000.0000 151,000.02 07/31/2010 12X4215 1215206 09/30/2032 01997 6.040000800 1,000,000.0000 50,333.34 07/31/2010 12X4215 1215206 09/30/2033 01997 6.040000800 700,000.0000 35,233.34 07/31/2010 12X4215 1215206 09/30/2035 01997 6.040000800 400,000.0000 20,133.34 07/31/2010 12X4215 1215206 09/30/2038 01997 6.040000800 317,000.0000 15,955.67 07/31/2010 12X4215 1215206 09/30/2042 01997 6.040000800 2,100,000.0000 105,700.01 07/31/2010 12X4215 1215206 09/30/2032 01998 5.979999600 2,918,600.0000 145,443.56 07/31/2010 12X4215 1215206 09/30/2033 01998 5.979999600 800,000.0000 39,866.66 07/31/2010 12X4215 1215206 09/30/2035 01998 5.979999600 1,000,000.0000 49,833.33 07/31/2010 12X4215 1215206 09/30/2038 01998 5.979999600 257,000.0000 12,807.17 07/31/2010 12X4215 1215206 09/30/2040 01998 5.979999600 827,000.0000 41,212.16 07/31/2010 12X4215 1215206 09/30/2042 01998 5.979999600 706,000.0000 35,182.33 07/31/2010 12X4215 1215206 09/30/2034 01999 5.690001600 224,000.0000 10,621.34 07/31/2010 12X4215 1215206 09/30/2035 01999 5.690001600 3,000,000.0000 142,250.04 07/31/2010 12X4215 1215206 09/30/2036 01999 5.690001600 1,000,000.0000 47,416.68 07/31/2010 12X4215 1215206 09/30/2037 01999 5.690001600 3,400,000.0000 161,216.71 07/31/2010 12X4215 1215206 09/30/2038 01999 5.690001600 755,000.0000 35,799.59 07/31/2010 12X4215 1215206 09/30/2040 01999 5.690001600 400,000.0000 18,966.67 07/31/2010 12X4215 1215206 09/30/2042 01999 5.690001600 1,250,000.0000 59,270.85 07/31/2010 12X4215 1215206 09/30/2035 02000 5.349999600 4,954,000.0000 220,865.82 07/31/2010 12X4215 1215206 09/30/2036 02000 5.349999600 3,700,000.0000 164,958.32 07/31/2010 12X4215 1215206 09/30/2037 02000 5.349999600 2,616,000.0000 116,629.99 07/31/2010 12X4215 1215206 09/30/2038 02000 5.349999600 628,000.0000 27,998.33 07/31/2010 12X4215 1215206 09/30/2039 02000 5.349999600 2,071,000.0000 92,332.08 07/31/2010 12X4215 1215206 09/30/2042 02000 5.349999600 2,450,000.0000 109,229.16 07/31/2010 12X4215 1215206 09/30/2035 02001 5.119999200 1,124,000.0000 47,957.33 07/31/2010 12X4215 1215206 09/30/2036 02001 5.119999200 1,500,000.0000 63,999.99 07/31/2010 12X4215 1215206 09/30/2037 02001 5.119999200 6,400,000.0000 273,066.62 07/31/2010 12X4215 1215206 09/30/2038 02001 5.119999200 2,748,000.0000 117,247.98 07/31/2010 12X4215 1215206 09/30/2039 02001 5.119999200 1,593,000.0000 67,967.99 07/31/2010 12X4215 1215206 09/30/2040 02001 5.119999200 388,000.0000 16,554.66 07/31/2010 12X4215 1215206 09/30/2041 02001 5.119999200 148,000.0000 6,314.67 07/31/2010 12X4215 1215206 09/30/2042 02001 5.119999200 3,287,000.0000 140,245.31 07/31/2010 12X4215 1215206 09/30/2043 02001 5.119999200 1,370,000.0000 58,453.32 07/31/2010 12X4215 1215206 09/30/2037 02002 4.899999600 4,756,000.0000 194,203.32 07/31/2010 12X4215 1215206 09/30/2038 02002 4.899999600 7,200,000.0000 293,999.98 07/31/2010 12X4215 1215206 09/30/2039 02002 4.899999600 1,572,000.0000 64,189.99 07/31/2010 12X4215 1215206 09/30/2040 02002 4.899999600 1,812,000.0000 73,989.99 07/31/2010 12X4215 1215206 09/30/2041 02002 4.899999600 105,000.0000 4,287.50 07/31/2010 12X4215 1215206 09/30/2042 02002 4.899999600 2,950,000.0000 120,458.32 07/31/2010 12X4215 1215206 09/30/2043 02002 4.899999600 942,000.0000 38,465.00 07/31/2010 12X4215 1215206 09/30/2037 02003 5.040000000 1,447,000.0000 60,774.00 07/31/2010 12X4215 1215206 09/30/2038 02003 5.040000000 1,787,000.0000 75,054.00 07/31/2010 12X4215 1215206 09/30/2039 02003 5.040000000 4,394,000.0000 184,548.00 07/31/2010 12X4215 1215206 09/30/2040 02003 5.040000000 1,085,000.0000 45,570.00 07/31/2010 12X4215 1215206 09/30/2041 02003 5.040000000 5,590,000.0000 234,780.00 07/31/2010 12X4215 1215206 09/30/2042 02003 5.040000000 7,405,200.0000 311,018.40 07/31/2010 12X4215 1215206 09/30/2043 02003 5.040000000 1,036,000.0000 43,512.00 07/31/2010 12X4215 1215206 09/30/2038 02004 4.849999200 72,000.0000 2,910.00 07/31/2010 12X4215 1215206 09/30/2039 02004 4.849999200 2,959,000.0000 119,592.90 07/31/2010 12X4215 1215206 09/30/2040 02004 4.849999200 6,584,000.0000 266,103.29 07/31/2010 12X4215 1215206 09/30/2041 02004 4.849999200 1,165,000.0000 47,085.41 07/31/2010 12X4215 1215206 09/30/2042 02004 4.849999200 5,043,000.0000 203,821.22 07/31/2010 12X4215 1215206 09/30/2043 02004 4.849999200 842,000.0000 34,030.83 07/31/2010 12X4215 1215206 09/30/2038 02005 4.770000000 226,300.0000 8,995.43 07/31/2010 12X4215 1215206 09/30/2039 02005 4.770000000 586,000.0000 23,293.50 07/31/2010 12X4215 1215206 09/30/2040 02005 4.770000000 5,203,000.0000 206,819.25 07/31/2010 12X4215 1215206 09/30/2041 02005 4.770000000 4,534,000.0000 180,226.50 07/31/2010 12X4215 1215206 09/30/2042 02005 4.770000000 3,033,000.0000 120,561.75 07/31/2010 12X4215 1215206 09/30/2043 02005 4.770000000 1,950,000.0000 77,512.50 07/31/2010 12X4215 1215206 09/30/2040 02006 4.979998800 1,875,700.0000 77,841.53 07/31/2010 12X4215 1215206 09/30/2041 02006 4.979998800 2,027,000.0000 84,120.48 07/31/2010 12X4215 1215206 09/30/2042 02006 4.979998800 1,482,000.0000 61,502.99 07/31/2010 12X4215 1215206 09/30/2043 02006 4.979998800 1,263,000.0000 52,414.49 07/31/2010 12X4215 1215206 09/30/2040 02007 5.270000400 1,115,300.0000 48,980.26 07/31/2010 12X4215 1215206 09/30/2041 02007 5.270000400 1,027,000.0000 45,102.42 07/31/2010 12X4215 1215206 09/30/2042 02007 5.270000400 2,071,000.0000 90,951.42 07/31/2010 12X4215 1215206 09/30/2043 02007 5.270000400 7,216,000.0000 316,902.69 07/31/2010 12X4215 1215206 09/30/2041 02008 5.140000800 652,700.0000 27,957.32 07/31/2010 12X4215 1215206 09/30/2042 02008 5.140000800 484,000.0000 20,731.34 07/31/2010 12X4215 1215206 09/30/2043 02008 5.140000800 187,000.0000 8,009.83 07/31/2010 12X4215 1215206 09/30/2042 02009 5.140000800 2,146,000.0000 91,920.35 07/31/2010 12X4215 1215206 09/30/2043 02009 5.140000800 2,314,000.0000 99,116.35 07/31/2010 12X4215 1215206 09/30/2043 02010 5.140000800 621,000.0000 26,599.50 07/31/2010 ------------------------ ---------------------- 195,929,800.0000 8,955,721.48 207 SUB-COHORT 12X4215 1215207 09/30/2043 01992 6.819998400 68,200,000.0000 3,876,032.42 07/31/2010 12X4215 1215207 09/30/2044 01992 6.819998400 78,100,000.0000 4,438,682.29 07/31/2010 12X4215 1215207 09/30/2045 01992 6.819998400 3,000,000.0000 170,499.96 07/31/2010 12X4215 1215207 09/30/2052 01992 6.819998400 31,000,000.0000 1,761,832.92 07/31/2010 12X4215 1215207 09/30/2056 01992 6.819998400 12,945,000.0000 735,707.33 07/31/2010 12X4215 1215207 09/30/2057 01992 6.819998400 10,000,000.0000 568,333.20 07/31/2010 12X4215 1215207 09/30/2058 01992 6.819998400 122,000.0000 6,933.67 07/31/2010 12X4215 1215207 09/30/2059 01992 6.819998400 1,250,000.0000 71,041.65 07/31/2010 12X4215 1215207 09/30/2044 01993 6.890000400 78,785,000.0000 4,523,572.35 07/31/2010 12X4215 1215207 09/30/2045 01993 6.890000400 54,000,000.0000 3,100,500.18 07/31/2010 12X4215 1215207 09/30/2052 01993 6.890000400 34,000,000.0000 1,952,166.78 07/31/2010 12X4215 1215207 09/30/2056 01993 6.890000400 12,513,000.0000 718,454.79 07/31/2010 12X4215 1215207 09/30/2057 01993 6.890000400 9,200,000.0000 528,233.36 07/31/2010 12X4215 1215207 09/30/2058 01993 6.890000400 10,345,000.0000 593,975.45 07/31/2010 12X4215 1215207 09/30/2059 01993 6.890000400 4,750,000.0000 272,729.18 07/31/2010 12X4215 1215207 09/30/2045 01994 7.089998400 28,764,000.0000 1,699,472.62 07/31/2010 12X4215 1215207 09/30/2046 01994 7.089998400 64,000,000.0000 3,781,332.48 07/31/2010 12X4215 1215207 09/30/2052 01994 7.089998400 29,000,000.0000 1,713,416.28 07/31/2010 12X4215 1215207 09/30/2055 01994 7.089998400 16,510,000.0000 975,465.61 07/31/2010 12X4215 1215207 09/30/2056 01994 7.089998400 9,570,000.0000 565,427.37 07/31/2010 12X4215 1215207 09/30/2057 01994 7.089998400 12,200,000.0000 720,816.50 07/31/2010 12X4215 1215207 09/30/2058 01994 7.089998400 12,651,000.0000 747,463.08 07/31/2010 12X4215 1215207 09/30/2059 01994 7.089998400 7,600,000.0000 449,033.23 07/31/2010 12X4215 1215207 09/30/2046 01995 6.710000400 41,770,000.0000 2,335,639.31 07/31/2010 12X4215 1215207 09/30/2048 01995 6.710000400 2,000,000.0000 111,833.34 07/31/2010 12X4215 1215207 09/30/2050 01995 6.710000400 1,000,000.0000 55,916.67 07/31/2010 12X4215 1215207 09/30/2052 01995 6.710000400 14,000,000.0000 782,833.38 07/31/2010 12X4215 1215207 09/30/2055 01995 6.710000400 1,069,000.0000 59,774.92 07/31/2010 12X4215 1215207 09/30/2056 01995 6.710000400 6,695,000.0000 374,362.11 07/31/2010 12X4215 1215207 09/30/2057 01995 6.710000400 2,200,000.0000 123,016.67 07/31/2010 12X4215 1215207 09/30/2058 01995 6.710000400 63,000.0000 3,522.75 07/31/2010 12X4215 1215207 09/30/2059 01995 6.710000400 901,000.0000 50,380.92 07/31/2010 12X4215 1215207 09/30/2047 01996 6.459998400 11,936,000.0000 642,554.51 07/31/2010 12X4215 1215207 09/30/2048 01996 6.459998400 29,000,000.0000 1,561,166.28 07/31/2010 12X4215 1215207 09/30/2052 01996 6.459998400 9,000,000.0000 484,499.88 07/31/2010 12X4215 1215207 09/30/2055 01996 6.459998400 667,600.0000 35,939.12 07/31/2010 12X4215 1215207 09/30/2056 01996 6.459998400 5,122,000.0000 275,734.27 07/31/2010 12X4215 1215207 09/30/2057 01996 6.459998400 3,700,000.0000 199,183.28 07/31/2010 12X4215 1215207 09/30/2058 01996 6.459998400 19,000.0000 1,022.83 07/31/2010 12X4215 1215207 09/30/2059 01996 6.459998400 61,000.0000 3,283.83 07/31/2010 12X4215 1215207 09/30/2048 01997 5.950000800 19,810,000.0000 982,245.97 07/31/2010 12X4215 1215207 09/30/2049 01997 5.950000800 17,000,000.0000 842,916.78 07/31/2010 12X4215 1215207 09/30/2050 01997 5.950000800 1,000,000.0000 49,583.34 07/31/2010 12X4215 1215207 09/30/2051 01997 5.950000800 1,000,000.0000 49,583.34 07/31/2010 12X4215 1215207 09/30/2052 01997 5.950000800 14,000,000.0000 694,166.76 07/31/2010 12X4215 1215207 09/30/2055 01997 5.950000800 1,557,500.0000 77,226.05 07/31/2010 12X4215 1215207 09/30/2056 01997 5.950000800 5,215,000.0000 258,577.12 07/31/2010 12X4215 1215207 09/30/2057 01997 5.950000800 3,600,000.0000 178,500.02 07/31/2010 12X4215 1215207 09/30/2058 01997 5.950000800 651,000.0000 32,278.75 07/31/2010 12X4215 1215207 09/30/2059 01997 5.950000800 606,000.0000 30,047.50 07/31/2010 12X4215 1215207 09/30/2049 01998 5.870001600 27,400,000.0000 1,340,317.03 07/31/2010 12X4215 1215207 09/30/2050 01998 5.870001600 19,000,000.0000 929,416.92 07/31/2010 12X4215 1215207 09/30/2051 01998 5.870001600 3,000,000.0000 146,750.04 07/31/2010 12X4215 1215207 09/30/2052 01998 5.870001600 6,000,000.0000 293,500.08 07/31/2010 12X4215 1215207 09/30/2053 01998 5.870001600 13,000,000.0000 635,916.84 07/31/2010 12X4215 1215207 09/30/2055 01998 5.870001600 2,342,000.0000 114,562.86 07/31/2010 12X4215 1215207 09/30/2056 01998 5.870001600 591,000.0000 28,909.76 07/31/2010 12X4215 1215207 09/30/2057 01998 5.870001600 4,500,000.0000 220,125.06 07/31/2010 12X4215 1215207 09/30/2058 01998 5.870001600 735,000.0000 35,953.76 07/31/2010 12X4215 1215207 09/30/2059 01998 5.870001600 1,250,000.0000 61,145.85 07/31/2010 12X4215 1215207 09/30/2049 01999 5.839999200 1,033,000.0000 50,272.66 07/31/2010 12X4215 1215207 09/30/2050 01999 5.839999200 23,000,000.0000 1,119,333.18 07/31/2010 12X4215 1215207 09/30/2051 01999 5.839999200 13,000,000.0000 632,666.58 07/31/2010 12X4215 1215207 09/30/2052 01999 5.839999200 8,000,000.0000 389,333.28 07/31/2010 12X4215 1215207 09/30/2053 01999 5.839999200 4,200,000.0000 204,399.97 07/31/2010 12X4215 1215207 09/30/2055 01999 5.839999200 2,898,200.0000 141,045.71 07/31/2010 12X4215 1215207 09/30/2056 01999 5.839999200 1,455,000.0000 70,809.99 07/31/2010 12X4215 1215207 09/30/2057 01999 5.839999200 4,023,000.0000 195,785.97 07/31/2010 12X4215 1215207 09/30/2058 01999 5.839999200 1,546,000.0000 75,238.66 07/31/2010 12X4215 1215207 09/30/2059 01999 5.839999200 2,154,000.0000 104,827.99 07/31/2010 12X4215 1215207 09/30/2060 01999 5.839999200 81,000.0000 3,942.00 07/31/2010 12X4215 1215207 09/30/2051 02000 5.590000800 15,732,000.0000 732,849.10 07/31/2010 12X4215 1215207 09/30/2052 02000 5.590000800 24,000,000.0000 1,118,000.16 07/31/2010 12X4215 1215207 09/30/2053 02000 5.590000800 9,000,000.0000 419,250.06 07/31/2010 12X4215 1215207 09/30/2055 02000 5.590000800 1,420,000.0000 66,148.34 07/31/2010 12X4215 1215207 09/30/2056 02000 5.590000800 2,754,000.0000 128,290.52 07/31/2010 12X4215 1215207 09/30/2057 02000 5.590000800 3,447,000.0000 160,572.77 07/31/2010 12X4215 1215207 09/30/2058 02000 5.590000800 1,053,000.0000 49,052.26 07/31/2010 12X4215 1215207 09/30/2059 02000 5.590000800 4,950,000.0000 230,587.53 07/31/2010 12X4215 1215207 09/30/2052 02001 5.360000400 19,130,000.0000 854,473.40 07/31/2010 12X4215 1215207 09/30/2053 02001 5.360000400 27,300,000.0000 1,219,400.09 07/31/2010 12X4215 1215207 09/30/2055 02001 5.360000400 5,969,000.0000 266,615.35 07/31/2010 12X4215 1215207 09/30/2056 02001 5.360000400 2,953,000.0000 131,900.68 07/31/2010 12X4215 1215207 09/30/2057 02001 5.360000400 2,629,500.0000 117,451.01 07/31/2010 12X4215 1215207 09/30/2058 02001 5.360000400 6,917,000.0000 308,959.36 07/31/2010 12X4215 1215207 09/30/2059 02001 5.360000400 1,781,000.0000 79,551.34 07/31/2010 12X4215 1215207 09/30/2060 02001 5.360000400 443,000.0000 19,787.33 07/31/2010 12X4215 1215207 09/30/2053 02002 5.079999600 35,581,000.0000 1,506,262.21 07/31/2010 12X4215 1215207 09/30/2055 02002 5.079999600 12,000,000.0000 507,999.96 07/31/2010 12X4215 1215207 09/30/2056 02002 5.079999600 4,665,000.0000 197,484.98 07/31/2010 12X4215 1215207 09/30/2057 02002 5.079999600 6,254,000.0000 264,752.65 07/31/2010 12X4215 1215207 09/30/2058 02002 5.079999600 4,791,000.0000 202,818.98 07/31/2010 12X4215 1215207 09/30/2059 02002 5.079999600 890,000.0000 37,676.66 07/31/2010 12X4215 1215207 09/30/2060 02002 5.079999600 1,049,000.0000 44,407.66 07/31/2010 12X4215 1215207 09/30/2053 02003 4.960000800 22,871,000.0000 945,334.82 07/31/2010 12X4215 1215207 09/30/2055 02003 4.960000800 17,800,000.0000 735,733.45 07/31/2010 12X4215 1215207 09/30/2056 02003 4.960000800 9,498,000.0000 392,584.06 07/31/2010 12X4215 1215207 09/30/2057 02003 4.960000800 3,626,000.0000 149,874.69 07/31/2010 12X4215 1215207 09/30/2058 02003 4.960000800 3,228,000.0000 133,424.02 07/31/2010 12X4215 1215207 09/30/2059 02003 4.960000800 7,756,000.0000 320,581.39 07/31/2010 12X4215 1215207 09/30/2060 02003 4.960000800 1,473,000.0000 60,884.01 07/31/2010 12X4215 1215207 09/30/2055 02004 4.870000800 18,535,000.0000 752,212.21 07/31/2010 12X4215 1215207 09/30/2056 02004 4.870000800 16,995,000.0000 689,713.86 07/31/2010 12X4215 1215207 09/30/2057 02004 4.870000800 15,297,000.0000 620,803.35 07/31/2010 12X4215 1215207 09/30/2058 02004 4.870000800 3,794,000.0000 153,973.19 07/31/2010 12X4215 1215207 09/30/2059 02004 4.870000800 6,631,111.0000 269,112.63 07/31/2010 12X4215 1215207 09/30/2060 02004 4.870000800 219,000.0000 8,887.75 07/31/2010 12X4215 1215207 09/30/2055 02005 4.910000400 1,454,000.0000 59,492.84 07/31/2010 12X4215 1215207 09/30/2056 02005 4.910000400 13,564,000.0000 554,993.71 07/31/2010 12X4215 1215207 09/30/2057 02005 4.910000400 14,206,000.0000 581,262.21 07/31/2010 12X4215 1215207 09/30/2058 02005 4.910000400 13,856,000.0000 566,941.38 07/31/2010 12X4215 1215207 09/30/2059 02005 4.910000400 6,914,000.0000 282,897.86 07/31/2010 12X4215 1215207 09/30/2060 02005 4.910000400 1,550,000.0000 63,420.84 07/31/2010 12X4215 1215207 09/30/2056 02006 4.790001600 885,600.0000 35,350.21 07/31/2010 12X4215 1215207 09/30/2057 02006 4.790001600 13,540,800.0000 540,503.78 07/31/2010 12X4215 1215207 09/30/2058 02006 4.790001600 13,388,000.0000 534,404.51 07/31/2010 12X4215 1215207 09/30/2059 02006 4.790001600 13,287,681.0000 530,400.11 07/31/2010 12X4215 1215207 09/30/2060 02006 4.790001600 3,838,000.0000 153,200.22 07/31/2010 12X4215 1215207 09/30/2057 02007 4.640000400 4,903,000.0000 189,582.68 07/31/2010 12X4215 1215207 09/30/2058 02007 4.640000400 11,643,000.0000 450,196.04 07/31/2010 12X4215 1215207 09/30/2059 02007 4.640000400 21,033,000.0000 813,276.07 07/31/2010 12X4215 1215207 09/30/2060 02007 4.640000400 2,666,000.0000 103,085.34 07/31/2010 12X4215 1215207 09/30/2058 02008 4.820000400 3,537,600.0000 142,093.61 07/31/2010 12X4215 1215207 09/30/2059 02008 4.820000400 12,259,000.0000 492,403.21 07/31/2010 12X4215 1215207 09/30/2060 02008 4.820000400 9,215,000.0000 370,135.86 07/31/2010 12X4215 1215207 09/30/2059 02009 4.970001600 1,897,200.0000 78,575.73 07/31/2010 12X4215 1215207 09/30/2060 02009 4.970001600 8,265,000.0000 342,308.86 07/31/2010 12X4215 1215207 09/30/2060 02010 4.970001600 952,000.0000 39,428.68 07/31/2010 ------------------------ ---------------------- 1,416,642,792.0000 71,882,532.17 208 SUB-COHORT 12X4215 1215208 09/30/2011 02001 3.399998400 1,550,000.0000 43,916.65 07/31/2010 12X4215 1215208 09/30/2012 02001 3.399998400 18,000.0000 510.00 07/31/2010 12X4215 1215208 09/30/2012 02006 3.710001600 516,000.0000 15,953.01 07/31/2010 12X4215 1215208 09/30/2013 02006 3.710001600 19,000.0000 587.42 07/31/2010 12X4215 1215208 09/30/2011 02007 3.430000800 211,000.0000 6,031.08 07/31/2010 12X4215 1215208 09/30/2012 02007 3.430000800 752,000.0000 21,494.67 07/31/2010 12X4215 1215208 09/30/2013 02007 3.430000800 293,000.0000 8,374.92 07/31/2010 12X4215 1215208 09/30/2012 02008 3.430000800 885,000.0000 25,296.26 07/31/2010 12X4215 1215208 09/30/2012 02009 3.430000800 185,000.0000 5,287.92 07/31/2010 12X4215 1215208 09/30/2013 02009 3.430000800 139,000.0000 3,973.08 07/31/2010 ------------------------ ---------------------- 4,568,000.0000 131,425.01 209 SUB-COHORT 12X4215 1215209 09/30/2060 01992 7.310001600 904,000.0000 55,068.68 07/31/2010 12X4215 1215209 09/30/2057 01993 6.710000400 553,300.0000 30,938.69 07/31/2010 12X4215 1215209 09/30/2057 01994 6.770001600 2,178,700.0000 122,915.02 07/31/2010 12X4215 1215209 09/30/2047 01997 6.890000400 828,000.0000 47,541.00 07/31/2010 12X4215 1215209 09/30/2048 01997 6.890000400 50,000.0000 2,870.83 07/31/2010 12X4215 1215209 09/30/2050 01997 6.890000400 17,000.0000 976.08 07/31/2010 12X4215 1215209 09/30/2052 01997 6.890000400 400,000.0000 22,966.67 07/31/2010 12X4215 1215209 09/30/2055 01997 6.890000400 86,600.0000 4,972.28 07/31/2010 12X4215 1215209 09/30/2056 01997 6.890000400 3,100.0000 177.99 07/31/2010 12X4215 1215209 09/30/2059 01997 6.890000400 81,000.0000 4,650.75 07/31/2010 12X4215 1215209 09/30/2059 01998 5.979999600 374,600.0000 18,667.57 07/31/2010 12X4215 1215209 09/30/2059 01999 5.810000400 624,800.0000 30,250.74 07/31/2010 12X4215 1215209 09/30/2060 01999 5.810000400 520,000.0000 25,176.67 07/31/2010 12X4215 1215209 09/30/2050 02000 6.360001200 267,500.0000 14,177.50 07/31/2010 12X4215 1215209 09/30/2054 02000 6.360001200 8,500.0000 450.50 07/31/2010 12X4215 1215209 09/30/2055 02000 6.360001200 13,900.0000 736.70 07/31/2010 12X4215 1215209 09/30/2056 02000 6.360001200 1,500.0000 79.50 07/31/2010 12X4215 1215209 09/30/2051 02001 5.670000000 148,200.0000 7,002.45 07/31/2010 12X4215 1215209 09/30/2052 02001 5.670000000 120,000.0000 5,670.00 07/31/2010 12X4215 1215209 09/30/2055 02001 5.670000000 24,700.0000 1,167.08 07/31/2010 12X4215 1215209 09/30/2056 02001 5.670000000 7,500.0000 354.38 07/31/2010 12X4215 1215209 09/30/2060 02001 5.670000000 322,000.0000 15,214.50 07/31/2010 12X4215 1215209 09/30/2052 02002 5.600001600 590,500.0000 27,556.67 07/31/2010 12X4215 1215209 09/30/2056 02002 5.600001600 5,000.0000 233.33 07/31/2010 12X4215 1215209 09/30/2054 02003 4.899999600 769,600.0000 31,425.33 07/31/2010 12X4215 1215209 09/30/2058 02003 4.899999600 50,000.0000 2,041.67 07/31/2010 12X4215 1215209 09/30/2054 02004 5.190001200 152,800.0000 6,608.60 07/31/2010 12X4215 1215209 09/30/2056 02004 5.190001200 10,000.0000 432.50 07/31/2010 12X4215 1215209 09/30/2055 02005 4.479998400 625,400.0000 23,348.26 07/31/2010 12X4215 1215209 09/30/2056 02005 4.479998400 177,000.0000 6,608.00 07/31/2010 12X4215 1215209 09/30/2057 02006 4.889998800 784,900.0000 31,984.67 07/31/2010 12X4215 1215209 09/30/2059 02006 4.889998800 114,000.0000 4,645.50 07/31/2010 12X4215 1215209 09/30/2057 02007 4.910000400 809,000.0000 33,101.59 07/31/2010 12X4215 1215209 09/30/2059 02007 4.910000400 66,000.0000 2,700.50 07/31/2010 12X4215 1215209 09/30/2058 02008 4.370000400 929,000.0000 33,831.09 07/31/2010 12X4215 1215209 09/30/2059 02008 4.370000400 39,000.0000 1,420.25 07/31/2010 12X4215 1215209 09/30/2059 02009 4.370000400 934,000.0000 34,013.17 07/31/2010 ------------------------ ---------------------- 13,591,100.0000 651,976.71 212 SUB-COHORT 12X4215 1215212 09/30/2011 02001 5.410000800 179,000.0000 8,069.92 07/31/2010 12X4215 1215212 09/30/2012 02001 5.410000800 30,000.0000 1,352.50 07/31/2010 12X4215 1215212 09/30/2011 02002 5.190001200 352,000.0000 15,224.00 07/31/2010 12X4215 1215212 09/30/2012 02002 5.190001200 4,000.0000 173.00 07/31/2010 12X4215 1215212 09/30/2011 02003 4.730000400 150,000.0000 5,912.50 07/31/2010 ------------------------ ---------------------- 715,000.0000 30,731.92 401 SUB-COHORT 12X4215 1215401 09/30/2011 02000 3.700000800 95,400.0000 2,941.50 07/31/2010 12X4215 1215401 09/30/2011 02001 3.700000800 1,668,000.0000 51,430.01 07/31/2010 12X4215 1215401 09/30/2011 02003 2.120000400 15,000.0000 265.00 07/31/2010 12X4215 1215401 09/30/2011 02005 3.620001600 1,414,000.0000 42,655.69 07/31/2010 12X4215 1215401 09/30/2010 02006 3.719998800 1,665,700.0000 51,636.68 07/31/2010 12X4215 1215401 09/30/2010 02007 3.719998800 151,500.0000 4,696.50 07/31/2010 12X4215 1215401 09/30/2013 02007 3.719998800 83,000.0000 2,573.00 07/31/2010 ------------------------ ---------------------- 5,092,600.0000 156,198.38 ======================== ====================== 14,992,431,875.0000 634,044,157.43 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 12X4215 1215201 09/30/2025 01992 06/30/2010 INT + 0.0000 2,047,242.13 481968 1215201 09/30/2026 01992 06/30/2010 INT + 0.0000 298,364.21 481970 1215201 09/30/2026 01993 06/30/2010 INT + 0.0000 2,578,235.44 481972 1215201 09/30/2027 01994 06/30/2010 INT + 0.0000 372,594.38 481980 1215201 09/30/2028 01995 06/30/2010 INT + 0.0000 1,126,272.76 481974 1215201 09/30/2029 01996 06/30/2010 INT + 0.0000 224,443.43 481982 1215201 09/30/2030 01997 06/30/2010 INT + 0.0000 386,356.59 481984 1215201 09/30/2031 01998 06/30/2010 INT + 0.0000 305,087.31 481986 1215201 09/30/2032 01999 06/30/2010 INT + 0.0000 329,442.61 481988 1215201 09/30/2033 02000 06/30/2010 INT + 0.0000 325,059.34 481976 1215201 09/30/2034 02001 06/30/2010 INT + 0.0000 318,713.89 481978 1215201 09/30/2035 02002 06/30/2010 INT + 0.0000 206,290.99 481990 1215201 09/30/2036 02003 06/30/2010 INT + 0.0000 31,847.24 481992 1215201 09/30/2037 02004 06/30/2010 INT + 0.0000 272,503.71 481994 1215201 09/30/2038 02005 06/30/2010 INT + 0.0000 97,528.60 481996 1215201 09/30/2039 02006 06/30/2010 INT + 0.0000 121,500.00 481998 1215202 09/30/2015 01995 06/30/2010 INT + 0.0000 33,145.89 481954 1215202 09/30/2018 01997 06/30/2010 INT + 0.0000 8,657.66 481958 1215202 09/30/2018 01998 06/30/2010 INT + 0.0000 5,771.69 481960 1215202 09/30/2019 01995 06/30/2010 INT + 0.0000 14,674.78 481956 1215202 09/30/2021 02001 06/30/2010 INT + 0.0000 27,095.96 481962 1215202 09/30/2025 02005 06/30/2010 INT + 0.0000 23,102.71 481964 1215202 09/30/2026 02006 06/30/2010 INT + 0.0000 9,283.11 481966 1215203 09/30/2026 01993 06/30/2010 INT + 0.0000 83,124.99 481946 1215203 09/30/2027 01992 06/30/2010 INT + 0.0000 19,404.80 481948 1215203 09/30/2027 01994 06/30/2010 INT + 0.0000 159,564.99 481952 1215203 09/30/2039 01992 06/30/2010 INT + 0.0000 18,495.20 481950 1215206 09/30/2028 01994 06/30/2010 INT + 0.0000 68,536.96 482000 1215206 09/30/2029 01994 06/30/2010 INT + 0.0000 69,900.01 482002 1215206 09/30/2030 01994 06/30/2010 INT + 0.0000 24,465.00 482004 1215206 09/30/2030 01997 06/30/2010 INT + 0.0000 4,566.24 482008 1215206 09/30/2032 01994 06/30/2010 INT + 0.0000 58,569.22 482006 1215206 09/30/2038 02005 06/30/2010 INT + 0.0000 2,616.34 482010 1215206 09/30/2039 02006 06/30/2010 INT + 0.0000 3,187.19 482012 1215206 09/30/2040 02006 06/30/2010 INT + 0.0000 654.86 482014 1215206 09/30/2040 02007 06/30/2010 INT + 0.0000 1,704.84 482016 1215207 09/30/2043 01992 06/30/2010 INT + 0.0000 136,399.96 481924 1215207 09/30/2044 01993 06/30/2010 INT + 0.0000 172,250.01 481926 1215207 09/30/2045 01994 06/30/2010 INT + 0.0000 141,799.96 481928 1215207 09/30/2052 02001 06/30/2010 INT + 0.0000 53,600.00 481922 1215207 09/30/2053 02003 06/30/2010 INT + 0.0000 49,600.00 481918 1215207 09/30/2056 02006 06/30/2010 INT + 0.0000 18,427.13 481916 1215207 09/30/2058 02008 06/30/2010 INT + 0.0000 5,649.04 481920 1215209 09/30/2044 01993 06/30/2010 INT + 0.0000 7,582.30 481894 1215209 09/30/2044 01994 06/30/2010 INT + 0.0000 15,537.15 481898 1215209 09/30/2047 01997 06/30/2010 INT + 0.0000 10,886.20 481902 1215209 09/30/2050 02000 06/30/2010 INT + 0.0000 7,139.10 481906 1215209 09/30/2051 02001 06/30/2010 INT + 0.0000 19,272.33 481884 1215209 09/30/2052 02002 06/30/2010 INT + 0.0000 9,758.00 481908 1215209 09/30/2052 02003 06/30/2010 INT + 0.0000 10,583.99 481886 1215209 09/30/2054 02003 06/30/2010 INT + 0.0000 744.79 481910 1215209 09/30/2054 02004 06/30/2010 INT + 0.0000 2,392.59 481912 1215209 09/30/2055 02005 06/30/2010 INT + 0.0000 931.83 481888 1215209 09/30/2057 01993 06/30/2010 INT + 0.0000 1,566.78 481896 1215209 09/30/2057 01994 06/30/2010 INT + 0.0000 8,845.00 481900 1215209 09/30/2057 01999 06/30/2010 INT + 0.0000 784.35 481880 1215209 09/30/2057 02006 06/30/2010 INT + 0.0000 4,770.19 481890 1215209 09/30/2057 02007 06/30/2010 INT + 0.0000 2,234.05 481892 1215209 09/30/2058 02008 06/30/2010 INT + 0.0000 884.92 481914 1215209 09/30/2059 01992 06/30/2010 INT + 0.0000 36,550.00 481878 1215209 09/30/2059 01998 06/30/2010 INT + 0.0000 6,739.45 481904 1215209 09/30/2059 01999 06/30/2010 INT + 0.0000 22,519.56 481882 1215401 09/30/2010 02006 06/30/2010 INT + 0.0000 7,017.77 481874 1215401 09/30/2010 02007 06/30/2010 INT + 0.0000 1,590.29 481876 1215401 09/30/2011 02005 06/30/2010 INT + 0.0000 3,457.10 481872 ------------------------ ---------------------- 0.0000 10,437,518.91 ======================== ====================== 0.0000 10,437,518.91 ============================================================================================================================ TRANSACTIONS ============================================================================================================================